+193.4%
MCD vs XLI
+225.1%
-31.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.6% | +3.8% | -5.4% | -3.6% |
| 30D | +14.1% | +1.0% | +13.1% | +13.3% |
| 3M | +0.6% | -8.9% | +9.5% | +5.4% |
| 6M | 0.0% | -2.3% | +2.3% | +0.5% |
| YTD | -9.3% | +9.7% | -18.9% | -14.9% |
| 1Y | -9.3% | +12.3% | -21.6% | -16.1% |
| 3Y | +8.6% | +71.5% | -62.8% | -23.2% |
| 5Y | +21.9% | +70.2% | -48.3% | -14.3% |
| All | +193.4% | +225.1% | -31.6% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling